Investment Analysis - PDF
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Running head: INVESTMENT ANALYSIS
Investment Analysis
Name of the Student:
Name of the University:
Author’s Note:
Investment Analysis
Name of the Student:
Name of the University:
Author’s Note:
1INVESTMENT ANALYSIS
Table of Contents
Answer to Question 1:.....................................................................................................................2
Requirement b:.............................................................................................................................2
Requirement c:.............................................................................................................................3
Requirement d:.............................................................................................................................3
Requirement e:.............................................................................................................................3
Requirement f:...........................................................................................................................10
Answer to Question 2:...................................................................................................................11
Requirement a:...........................................................................................................................11
Requirement b:...........................................................................................................................12
Requirement c:...........................................................................................................................13
Answer to Question 3:...................................................................................................................15
Requirement a:...........................................................................................................................15
Requirement b:...........................................................................................................................17
Requirement c:...........................................................................................................................17
Bibliography:.................................................................................................................................19
Table of Contents
Answer to Question 1:.....................................................................................................................2
Requirement b:.............................................................................................................................2
Requirement c:.............................................................................................................................3
Requirement d:.............................................................................................................................3
Requirement e:.............................................................................................................................3
Requirement f:...........................................................................................................................10
Answer to Question 2:...................................................................................................................11
Requirement a:...........................................................................................................................11
Requirement b:...........................................................................................................................12
Requirement c:...........................................................................................................................13
Answer to Question 3:...................................................................................................................15
Requirement a:...........................................................................................................................15
Requirement b:...........................................................................................................................17
Requirement c:...........................................................................................................................17
Bibliography:.................................................................................................................................19
2INVESTMENT ANALYSIS
Answer to Question 1:
Requirement b:
CB
A
WB
C ANZ BHP NAB CSL TLS WES WOW MQG
ASX2
00
Annual
ized
Return
0.0
08
23
2
-
0.0
14
65
-
0.04
0860
407
-
0.14
8780
81
-
0.04
7011
947
0.11
1145
654
-
0.02
0320
87
-
0.02
4446
507
-
0.12
7687
349
0.13
2229
999
0.01
0881
355
Stdev
0.0
25
15
5
0.0
29
08
3
0.03
0801
351
0.04
3823
718
0.02
9782
61
0.02
5247
437
0.02
0495
314
0.02
2632
237
0.03
1315
281
0.03
4184
747
0.01
8949
453
Stock
s
Retur
n
Vector of
returns CBA
0.0082
32
WBC
-
0.0146
5
ANZ
-
0.0408
6
BHP
-
0.1487
8
NAB
-
0.0470
1
CSL
0.1111
46
TLS
-
0.0203
2
WES
-
0.0244
5
WOW
-
0.1276
9
MQG
0.1322
3
ASX2 0.0108
Answer to Question 1:
Requirement b:
CB
A
WB
C ANZ BHP NAB CSL TLS WES WOW MQG
ASX2
00
Annual
ized
Return
0.0
08
23
2
-
0.0
14
65
-
0.04
0860
407
-
0.14
8780
81
-
0.04
7011
947
0.11
1145
654
-
0.02
0320
87
-
0.02
4446
507
-
0.12
7687
349
0.13
2229
999
0.01
0881
355
Stdev
0.0
25
15
5
0.0
29
08
3
0.03
0801
351
0.04
3823
718
0.02
9782
61
0.02
5247
437
0.02
0495
314
0.02
2632
237
0.03
1315
281
0.03
4184
747
0.01
8949
453
Stock
s
Retur
n
Vector of
returns CBA
0.0082
32
WBC
-
0.0146
5
ANZ
-
0.0408
6
BHP
-
0.1487
8
NAB
-
0.0470
1
CSL
0.1111
46
TLS
-
0.0203
2
WES
-
0.0244
5
WOW
-
0.1276
9
MQG
0.1322
3
ASX2 0.0108
3INVESTMENT ANALYSIS
00 81
TL
S
8.156
98E-
05
0.000
5699
41
0.001
0889
59
0.003
1792
62
0.001
2045
59
-
0.001
9599
61
0.000
8227
86
0.000
7280
53
0.002
7672
65
-
0.0
024
5
W
ES
2.636
E-05
0.000
6350
09
0.001
2748
22
0.003
9115
91
0.001
4278
31
-
0.002
4238
72
0.000
7280
53
0.001
0958
29
0.003
4553
74
-
0.0
029
W
O
W
-
0.000
6379
37
0.002
2858
2
0.005
4988
82
0.018
8536
18
0.006
3092
52
-
0.013
4543
57
0.002
7672
65
0.003
4553
74
0.016
7409
87
-
0.0
158
1
M
Q
G
0.001
5064
16
-
0.001
2858
36
-
0.004
5882
5
-
0.018
3882
7
-
0.005
3251
65
0.014
2905
2
-
0.002
4538
84
-
0.002
9014
12
-
0.015
8104
13
0.0
178
68
00 81
TL
S
8.156
98E-
05
0.000
5699
41
0.001
0889
59
0.003
1792
62
0.001
2045
59
-
0.001
9599
61
0.000
8227
86
0.000
7280
53
0.002
7672
65
-
0.0
024
5
W
ES
2.636
E-05
0.000
6350
09
0.001
2748
22
0.003
9115
91
0.001
4278
31
-
0.002
4238
72
0.000
7280
53
0.001
0958
29
0.003
4553
74
-
0.0
029
W
O
W
-
0.000
6379
37
0.002
2858
2
0.005
4988
82
0.018
8536
18
0.006
3092
52
-
0.013
4543
57
0.002
7672
65
0.003
4553
74
0.016
7409
87
-
0.0
158
1
M
Q
G
0.001
5064
16
-
0.001
2858
36
-
0.004
5882
5
-
0.018
3882
7
-
0.005
3251
65
0.014
2905
2
-
0.002
4538
84
-
0.002
9014
12
-
0.015
8104
13
0.0
178
68
4INVESTMENT ANALYSIS
Requirement c:
CBA WBC ANZ BHP NAB CSL TLS WES WOW MQG
B
et
a
1.068
7458
03
1.317
1245
82
1.371
5524
21
1.586
6584
35
1.295
2693
26
0.683
0366
15
0.641
3915
21
0.71
3207
92
0.913
5182
89
1.186
9885
14
Requirement d:
CBA WBC ANZ BHP NAB CSL TLS WES WOW MQG
Total
Var
0.00
0632
795
0.00
0845
846
0.00
0948
723
0.00
1920
518
0.00
0887
004
0.00
0637
433
0.00
0420
058
0.00
0512
218
0.00
0980
647
0.00
1168
597
System
etic
Risk
0.02
0252
149
0.02
4958
791
0.02
5990
169
0.03
0066
310
0.02
4544
646
0.01
2943
171
0.01
2154
019
0.01
3514
900
0.01
7310
672
0.02
2492
784
Unsyste
metic
Risk
0.01
4921
322
0.01
4929
991
0.01
6529
802
0.03
1883
149
0.01
6869
031
0.02
1677
348
0.01
6502
658
0.01
8153
942
0.02
6095
736
0.02
5742
409
Diversifi
cation
ratio
0.64
8155
057
0.73
6471
339
0.71
1997
819
0.47
0697
438
0.67
9184
930
0.26
2812
949
0.35
1666
215
0.35
6591
289
0.30
5573
193
0.43
2933
971
Requirement e:
CBA WBC ANZ BHP NAB CSL TLS WES WOW MQG
CB
A
0.0006
88934
0.00
049
0.00
028
-
0.00
066
0.0001
9302
0.00
1071
8.16
E-05
2.64
E-05
-
0.00
064
0.00
1506
WB
C
0.0004
89804
0.00
1059
0.00
1365
0.00
281
0.0014
0311
-
0.00
133
0.00
057
0.00
0635
0.00
2286
-
0.00
129
AN
Z
0.0002
80119
0.00
1365
0.00
2586
0.00
6646
0.0026
5926
-
0.00
414
0.00
1089
0.00
1275
0.00
5499
-
0.00
459
BH
P
-
0.0006
5667
0.00
281
0.00
6646
0.02
3413
0.0074
4336
-
0.01
578
0.00
3179
0.00
3912
0.01
8854
-
0.01
839
NA
B
0.0001
93022
0.00
1403
0.00
2659
0.00
7443
0.0030
4624
-
0.00
483
0.00
1205
0.00
1428
0.00
6309
-
0.00
533
CS 0.0010 - - - - 0.01 - - - 0.01
Requirement c:
CBA WBC ANZ BHP NAB CSL TLS WES WOW MQG
B
et
a
1.068
7458
03
1.317
1245
82
1.371
5524
21
1.586
6584
35
1.295
2693
26
0.683
0366
15
0.641
3915
21
0.71
3207
92
0.913
5182
89
1.186
9885
14
Requirement d:
CBA WBC ANZ BHP NAB CSL TLS WES WOW MQG
Total
Var
0.00
0632
795
0.00
0845
846
0.00
0948
723
0.00
1920
518
0.00
0887
004
0.00
0637
433
0.00
0420
058
0.00
0512
218
0.00
0980
647
0.00
1168
597
System
etic
Risk
0.02
0252
149
0.02
4958
791
0.02
5990
169
0.03
0066
310
0.02
4544
646
0.01
2943
171
0.01
2154
019
0.01
3514
900
0.01
7310
672
0.02
2492
784
Unsyste
metic
Risk
0.01
4921
322
0.01
4929
991
0.01
6529
802
0.03
1883
149
0.01
6869
031
0.02
1677
348
0.01
6502
658
0.01
8153
942
0.02
6095
736
0.02
5742
409
Diversifi
cation
ratio
0.64
8155
057
0.73
6471
339
0.71
1997
819
0.47
0697
438
0.67
9184
930
0.26
2812
949
0.35
1666
215
0.35
6591
289
0.30
5573
193
0.43
2933
971
Requirement e:
CBA WBC ANZ BHP NAB CSL TLS WES WOW MQG
CB
A
0.0006
88934
0.00
049
0.00
028
-
0.00
066
0.0001
9302
0.00
1071
8.16
E-05
2.64
E-05
-
0.00
064
0.00
1506
WB
C
0.0004
89804
0.00
1059
0.00
1365
0.00
281
0.0014
0311
-
0.00
133
0.00
057
0.00
0635
0.00
2286
-
0.00
129
AN
Z
0.0002
80119
0.00
1365
0.00
2586
0.00
6646
0.0026
5926
-
0.00
414
0.00
1089
0.00
1275
0.00
5499
-
0.00
459
BH
P
-
0.0006
5667
0.00
281
0.00
6646
0.02
3413
0.0074
4336
-
0.01
578
0.00
3179
0.00
3912
0.01
8854
-
0.01
839
NA
B
0.0001
93022
0.00
1403
0.00
2659
0.00
7443
0.0030
4624
-
0.00
483
0.00
1205
0.00
1428
0.00
6309
-
0.00
533
CS 0.0010 - - - - 0.01 - - - 0.01
5INVESTMENT ANALYSIS
L 70604
0.00
133
0.00
414
0.01
578
0.0048
25 2471
0.00
196
0.00
242
0.01
345 4291
TL
S
8.1569
8E-05
0.00
057
0.00
1089
0.00
3179
0.0012
0456
-
0.00
196
0.00
0823
0.00
0728
0.00
2767
-
0.00
245
WE
S
2.636E-
05
0.00
0635
0.00
1275
0.00
3912
0.0014
2783
-
0.00
242
0.00
0728
0.00
1096
0.00
3455
-
0.00
29
WO
W
-
0.0006
3794
0.00
2286
0.00
5499
0.01
8854
0.0063
0925
-
0.01
345
0.00
2767
0.00
3455
0.01
6741
-
0.01
581
MQ
G
0.0015
06416
-
0.00
129
-
0.00
459
-
0.01
839
-
0.0053
252
0.01
4291
-
0.00
245
-
0.00
29
-
0.01
581
0.01
7868
Assets
Stats Mean Stdev Var
CBA
0.008231
813 0.025155425
0.0006
33
WBC
-
0.014645
1 0.02908343
0.0008
46
ANZ
-
0.040860
407 0.030801351
0.0009
49
BHP
-
0.148780
811 0.043823718
0.0019
21
NAB
-
0.047011
947 0.02978261
0.0008
87
CSL
0.111145
654 0.025247437
0.0006
37
TLS
-
0.020320
87 0.020495314
0.0004
2
WES
-
0.024446
507 0.022632237
0.0005
12
WOW
-
0.127687
349 0.031315281
0.0009
81
MQG
0.132229
999 0.034184747
0.0011
69
Market
Portfolio
0.010881
355 0.018949453
0.0003
59
L 70604
0.00
133
0.00
414
0.01
578
0.0048
25 2471
0.00
196
0.00
242
0.01
345 4291
TL
S
8.1569
8E-05
0.00
057
0.00
1089
0.00
3179
0.0012
0456
-
0.00
196
0.00
0823
0.00
0728
0.00
2767
-
0.00
245
WE
S
2.636E-
05
0.00
0635
0.00
1275
0.00
3912
0.0014
2783
-
0.00
242
0.00
0728
0.00
1096
0.00
3455
-
0.00
29
WO
W
-
0.0006
3794
0.00
2286
0.00
5499
0.01
8854
0.0063
0925
-
0.01
345
0.00
2767
0.00
3455
0.01
6741
-
0.01
581
MQ
G
0.0015
06416
-
0.00
129
-
0.00
459
-
0.01
839
-
0.0053
252
0.01
4291
-
0.00
245
-
0.00
29
-
0.01
581
0.01
7868
Assets
Stats Mean Stdev Var
CBA
0.008231
813 0.025155425
0.0006
33
WBC
-
0.014645
1 0.02908343
0.0008
46
ANZ
-
0.040860
407 0.030801351
0.0009
49
BHP
-
0.148780
811 0.043823718
0.0019
21
NAB
-
0.047011
947 0.02978261
0.0008
87
CSL
0.111145
654 0.025247437
0.0006
37
TLS
-
0.020320
87 0.020495314
0.0004
2
WES
-
0.024446
507 0.022632237
0.0005
12
WOW
-
0.127687
349 0.031315281
0.0009
81
MQG
0.132229
999 0.034184747
0.0011
69
Market
Portfolio
0.010881
355 0.018949453
0.0003
59
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